Sökning: "ln returns"

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  1. 1. Comparing CAPM and APT in the Chinese Stock Market

    Master-uppsats, Företagsekonomi

    Författare :Lina Zhang; Qian Li; [2012]
    Nyckelord :ln returns; CAPM; APT Model; Chinese Stock Market; SME Board; ChiNext Board;

    Sammanfattning : As the stock market plays an important role in the global economy and Chinese economy become progressively significant part of the world economy, we are interested in the Chinese stock market. After we compared the methods on the stock market, we choose to use the CAPM and the APT model on Chinese stock market. LÄS MER